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ZKB Call Warrant auf
Galenica AG

ISIN: CH1281050430 Security: 128105043 Symbol: GALHJZ Life cycle
redeemed

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 20.09.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 20.09.24 12:00 20.09.24 12:00

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 18.09.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date15.12.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -96.15%
Year to date (YTD) -94.64%
1 month -78.57%
3 months -91.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.26
Underlying price on issue71.05
Premium0.04%
Premium p.a.2.10%
Leverage76.12
Implied volatility0.21

Reference data

ISIN CH1281050430
Symbol GALHJZ
Security 128105043
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Galenica N, CH0360674466
Underlying ISIN CH0360674466
Strike 76.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 08.12.2023

Key figures

Premium 4.03%
Premium p.a. 210.28%
Leverage 731.50
Implied volatility 21.15%
Moneyness out-of-the-money
Leverage 76.1201
Delta 0.1041
Gamma 0.0082
Theta -0.0026
Rho 0.0001
Vega 0.0018
Fair value 0.01
Intrinsic value n.a.
Break-even 76.10
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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